Vanguard FTSE Social Index Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.14% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 17.52 | |
| 0.1091 | 38.21 | |
| 0.8764 | 306.32 |
Estimation Period:
Aug 7, 2000 to Feb 6, 2026
Aug 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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